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home / news releases / DLBS - March 2019 Yield Curve Update


DLBS - March 2019 Yield Curve Update

Since the zero lower bound distorts the yield curve at very low rates, an inverted yield curve at low rates is worse than an inverted yield curve at higher rates. This is a reason why the curve didn't invert in the 1950s.

The necessary adjustments here could be made either by just looking at the short end of the curve, recognizing that the long end of the curve will have a bias for a positive slope. Or, it could be estimated with a regression of the depth of the inversion in the various economic downturns

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Stock Information

Company Name: Barclays Bank PLC ZC SP ETN REDEEM 13/08/2020 USD 50 - Ser A 06740L444
Stock Symbol: DLBS
Market: NASDAQ

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